CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 18-Jul-2023
Day Change Summary
Previous Current
17-Jul-2023 18-Jul-2023 Change Change % Previous Week
Open 1.1377 1.1374 -0.0003 0.0% 1.1118
High 1.1378 1.1382 0.0004 0.0% 1.1376
Low 1.1349 1.1358 0.0009 0.1% 1.1118
Close 1.1378 1.1366 -0.0012 -0.1% 1.1370
Range 0.0029 0.0024 -0.0005 -17.2% 0.0258
ATR 0.0054 0.0052 -0.0002 -4.0% 0.0000
Volume 86 33 -53 -61.6% 389
Daily Pivots for day following 18-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1440 1.1427 1.1379
R3 1.1416 1.1403 1.1373
R2 1.1392 1.1392 1.1370
R1 1.1379 1.1379 1.1368 1.1374
PP 1.1368 1.1368 1.1368 1.1366
S1 1.1355 1.1355 1.1364 1.1350
S2 1.1344 1.1344 1.1362
S3 1.1320 1.1331 1.1359
S4 1.1296 1.1307 1.1353
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.2062 1.1974 1.1511
R3 1.1804 1.1716 1.1440
R2 1.1546 1.1546 1.1417
R1 1.1458 1.1458 1.1393 1.1502
PP 1.1288 1.1288 1.1288 1.1310
S1 1.1200 1.1200 1.1346 1.1244
S2 1.1030 1.1030 1.1322
S3 1.0772 1.0942 1.1299
S4 1.0514 1.0684 1.1228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1382 1.1176 0.0206 1.8% 0.0049 0.4% 92% True False 80
10 1.1382 1.0980 0.0402 3.5% 0.0041 0.4% 96% True False 77
20 1.1382 1.0980 0.0402 3.5% 0.0038 0.3% 96% True False 74
40 1.1382 1.0822 0.0560 4.9% 0.0036 0.3% 97% True False 51
60 1.1382 1.0822 0.0560 4.9% 0.0033 0.3% 97% True False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1484
2.618 1.1444
1.618 1.1420
1.000 1.1406
0.618 1.1396
HIGH 1.1382
0.618 1.1372
0.500 1.1370
0.382 1.1367
LOW 1.1358
0.618 1.1343
1.000 1.1334
1.618 1.1319
2.618 1.1295
4.250 1.1256
Fisher Pivots for day following 18-Jul-2023
Pivot 1 day 3 day
R1 1.1370 1.1366
PP 1.1368 1.1366
S1 1.1367 1.1365

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.